+85.4%
FROG vs HRB
+16.9%
+68.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.4% | -6.8% | -2.9% |
| 7D | -14.1% | +16.0% | -30.1% | -15.6% |
| 30D | -11.8% | +32.1% | -43.8% | -15.4% |
| 3M | +0.1% | +21.5% | -21.4% | -3.0% |
| 6M | +64.2% | +82.1% | -17.9% | +43.8% |
| YTD | +38.2% | +31.6% | +6.6% | +11.1% |
| 1Y | +85.4% | +15.9% | +69.5% | +34.3% |
| All | +85.4% | +16.9% | +68.5% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HRB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling